IYK vs. RHS
Compare and contrast key facts about iShares U.S. Consumer Goods ETF (IYK) and Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS).
IYK and RHS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. RHS is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Consumer Staples -SEC. It was launched on Nov 1, 2006. Both IYK and RHS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYK or RHS.
Performance
IYK vs. RHS - Performance Comparison
Returns By Period
In the year-to-date period, IYK achieves a 10.54% return, which is significantly higher than RHS's 0.66% return. Over the past 10 years, IYK has outperformed RHS with an annualized return of 9.45%, while RHS has yielded a comparatively lower 5.66% annualized return.
IYK
10.54%
-0.76%
5.20%
12.67%
12.77%
9.45%
RHS
0.66%
-2.64%
-1.06%
5.19%
4.41%
5.66%
Key characteristics
| IYK | RHS | |
|---|---|---|
| Sharpe Ratio | 1.31 | 0.53 |
| Sortino Ratio | 1.94 | 0.83 |
| Omega Ratio | 1.23 | 1.09 |
| Calmar Ratio | 1.61 | 0.13 |
| Martin Ratio | 6.26 | 1.86 |
| Ulcer Index | 2.18% | 3.22% |
| Daily Std Dev | 10.37% | 11.34% |
| Max Drawdown | -42.64% | -80.64% |
| Current Drawdown | -3.06% | -43.67% |
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IYK vs. RHS - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is higher than RHS's 0.40% expense ratio.
Correlation
The correlation between IYK and RHS is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IYK vs. RHS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IYK vs. RHS - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.51%, less than RHS's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.51% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | 2.92% | 2.78% | 2.31% | 2.07% | 2.14% | 2.12% | 0.59% | 0.00% | 0.00% | 0.00% | 1.74% | 1.54% |
Drawdowns
IYK vs. RHS - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum RHS drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for IYK and RHS. For additional features, visit the drawdowns tool.
Volatility
IYK vs. RHS - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 2.84%, while Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) has a volatility of 3.00%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than RHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.